四阶累积量的递推估计及其应用

Recursive estimation of fourth-order cumulants and application

本文推导一种复数或实数零均值平稳随机过程的高阶累积量估计的递推算法，随机信号的“峰度”递推估计公式，在递推估计公式中引入了随时间变化的“修正”项，使得该递推算法还可适合非平稳过程高阶累积量的估计计算。并且，本文大量计算了多类型。多航速、多舰船辐射噪声的“峰度”值，分析了舰船辐射噪声特性。

We develop in this paper a recursive formula for estimating the fourth-order cumulants of a real - or complex-valued, zero mean, stationary scalar stochastic process, and a recursive algorithm to estimate kurtosis of stochastic signal. Our recursive formula can deal with non-stationary processes too, because of time-variant 'correction term'. We calculate kurtosis of a large scale of shop s radiation noises, and analyse the characteristic.